MANAGING NONPARALLEL SHIFT RISK OF YIELD CURVE WITH INTEREST-RATE FUTURES

被引：1

|

作者：

LEE, SB

OH, SH

机构：

来源：

JOURNAL OF FUTURES MARKETS | 1993年 / 13卷 / 05期

关键词：

D O I：

10.1002/fut.3990130506

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

[No abstract available]

引用

收藏

页码：515 / 526

页数：12

相关论文

共 50 条

[1] MANAGING FOREIGN INTEREST-RATE RISK
KOLB, RW
GAY, GD
JORDAN, JV
[J]. JOURNAL OF FUTURES MARKETS, 1982, 2 (02) : 151 - 158
[2] MANAGING INTEREST-RATE RISK IN BANKING INSTITUTIONS
BOOTH, GG
BESSLER, W
FOOTE, WG
[J]. EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 1989, 41 (03) : 302 - 313
[3] MEMORY IN INTEREST-RATE FUTURES
FUNG, HG
LO, WC
[J]. JOURNAL OF FUTURES MARKETS, 1993, 13 (08) : 865 - 872
[4] Managing interest-rate risk in banking institutions
[J]. Booth, G.Geoffrey, 1600, (41):
[5] INTEREST-RATE EXPECTATIONS, SHAPE OF YIELD CURVE, AND MONETARY POLICY
VANHORNE, J
[J]. REVIEW OF ECONOMICS AND STATISTICS, 1966, 48 (02) : 211 - 215
[6] A UNIFIED APPROACH TO HEDGING INTEREST-RATE RISK WITH FINANCIAL FUTURES
HILLIARD, JE
[J]. DECISION SCIENCES, 1988, 19 (03) : 654 - 671
[7] GINGERLY APPROACH TO INTEREST-RATE FUTURES
GURWIN, L
[J]. INSTITUTIONAL INVESTOR, 1979, 13 (02): : 99 - &
[8] INTEREST-RATE FUTURES - KOLB,RW
YAWITZ, JB
MALONEY, KJ
[J]. JOURNAL OF FINANCE, 1983, 38 (03): : 1047 - 1048
[9] A risk hedging strategy under the nonparallel-shift yield curve
Gong, P
He, XB
[J]. PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2005, 354 : 450 - 462
[10] INTEREST-RATE RISK
CRAINE, RN
PIERCE, JL
[J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1978, 13 (04) : 719 - 732

← 1 2 3 4 5 →